MDP 3.0 - Market Data Incremental Refresh - Channel Reset

60

TransactTime

uInt64

UTCTimestamp

Start of event processing time in number of nanoseconds since Unix epoch

5799

MatchEventIndicator

MatchEventIndicator

MultipleCharValue

example: 10000000 - last message in the event

example: 00000000 - not last message in the event

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event:

Bit 0: (least significant bit) Last Trade Summary message for a given event

Bit 1: Last electronic volume message for a given event

Bit 2: Last customer order quote message for a given event

Bit 3: Last statistic message for a given event

Bit 4: Last implied quote message for a given event

Bit 5: Message resent during recovery

Bit 6: Reserved for future use

Bit 7: (most significant bit) Last message for a given event

Repeating Group 1

268

NoMDEntries

NumInGroup

Number of entries in Market Data message

→279

MDUpdateAction

MDUpdateTypeNew

int

0=New

Market Data update action

→269

MDEntryType

MDEntryTypeChannelReset

char

J=Empty Book

Market Data Entry Type

→1180

ApplID

Int16

int

Indicates the channel ID as defined in the XML configuration file